-28.5%
ACN vs ACM
-47.1%
+18.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.9% | -12.9% | +14.8% | +6.0% |
| 3M | +3.9% | -6.4% | +10.2% | +5.3% |
| 6M | -15.0% | -29.2% | +14.2% | -6.7% |
| YTD | -31.9% | -29.9% | -2.0% | -24.3% |
| 1Y | -28.5% | -47.3% | +18.8% | -17.2% |
| All | -28.5% | -47.1% | +18.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling